We consider two classes of supersymmetric models with nonuniversal gaugino masses at M_GUT in an attempt to resolve the apparent muon g-2 anomaly encountered in the Standard Model. We explore two distinct scenarios, one in which all gaugino masses have the same sign at M_GUT, and a second case with opposite sign gaugino masses. The sfermion masses in both cases are assumed to be universal at M_GUT. We exploit the non universality among gaugino masses to realize large mass splitting between the colored and non-colored sfermions. Thus, the sleptons can have masses in the few hundred GeV range, whereas the colored sparticles turn out to be an order of magnitude or so heavier. In both models the resolution of the muon g-2 anomaly is compatible, among other things, with a 125-126 GeV Higgs boson mass and the WMAP dark matter bounds.